On the uniqueness result for the BSDE with continuous coefficient
Probability
2022-08-09 v1
Abstract
In this paper, we study one-dimensional backward stochastic differential equation (BSDE, for short), whose coefficient is Lipschitz in but only continuous in . In addition, if the terminal condition has bounded Malliavin derivative, we prove some uniqueness results for the BSDE with quadratic and linear growth in , respectively.
Cite
@article{arxiv.2208.03715,
title = {On the uniqueness result for the BSDE with continuous coefficient},
author = {Yufeng Shi and Zhi Yang},
journal= {arXiv preprint arXiv:2208.03715},
year = {2022}
}